+140.2%
NI vs IT
+103.1%
+37.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.3% | -5.3% | -0.9% |
| 7D | 0.0% | -3.7% | +3.7% | +0.6% |
| 30D | -1.4% | +0.1% | -1.5% | -1.6% |
| 3M | -10.6% | +20.7% | -31.3% | -14.5% |
| 6M | -9.3% | +12.0% | -21.3% | -12.8% |
| YTD | +1.1% | -28.8% | +30.0% | +5.9% |
| 1Y | +3.4% | -25.5% | +28.9% | +6.7% |
| 3Y | +67.9% | -48.8% | +116.6% | +83.2% |
| 5Y | +98.0% | -42.7% | +140.7% | +105.3% |
| All | +140.2% | +103.1% | +37.1% | +74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling